CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	0.6504	0.6494	-0.0010	-0.1%	0.6580
High	0.6511	0.6529	0.0019	0.3%	0.6626
Low	0.6461	0.6458	-0.0003	0.0%	0.6492
Close	0.6487	0.6469	-0.0018	-0.3%	0.6501
Range	0.0050	0.0071	0.0022	43.4%	0.0134
ATR	0.0072	0.0072	0.0000	-0.1%	0.0000
Volume	81,635	89,856	8,221	10.1%	343,791

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6698	0.6655	0.6508
R3	0.6627	0.6584	0.6489
R2	0.6556	0.6556	0.6482
R1	0.6513	0.6513	0.6476	0.6499
PP	0.6485	0.6485	0.6485	0.6479
S1	0.6442	0.6442	0.6462	0.6428
S2	0.6414	0.6414	0.6456
S3	0.6343	0.6371	0.6449
S4	0.6272	0.6300	0.6430

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6940	0.6854	0.6574
R3	0.6806	0.6720	0.6537
R2	0.6673	0.6673	0.6525
R1	0.6587	0.6587	0.6513	0.6563
PP	0.6539	0.6539	0.6539	0.6528
S1	0.6453	0.6453	0.6488	0.6430
S2	0.6406	0.6406	0.6476
S3	0.6272	0.6320	0.6464
S4	0.6139	0.6186	0.6427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6626	0.6458	0.0168	2.6%	0.0065	1.0%	7%	False	True	78,347
10	0.6641	0.6458	0.0183	2.8%	0.0066	1.0%	6%	False	True	80,481
20	0.6860	0.6458	0.0402	6.2%	0.0074	1.1%	3%	False	True	84,453
40	0.6910	0.6458	0.0452	7.0%	0.0073	1.1%	2%	False	True	88,693
60	0.6915	0.6458	0.0457	7.1%	0.0070	1.1%	2%	False	True	68,292
80	0.6915	0.6458	0.0457	7.1%	0.0067	1.0%	2%	False	True	51,256
100	0.6915	0.6458	0.0457	7.1%	0.0063	1.0%	2%	False	True	41,014
120	0.6915	0.6458	0.0457	7.1%	0.0061	0.9%	2%	False	True	34,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6831
2.618	0.6715
1.618	0.6644
1.000	0.6600
0.618	0.6573
HIGH	0.6529
0.618	0.6502
0.500	0.6494
0.382	0.6485
LOW	0.6458
0.618	0.6414
1.000	0.6387
1.618	0.6343
2.618	0.6272
4.250	0.6156

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	0.6494	0.6500
PP	0.6485	0.6489
S1	0.6477	0.6479

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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